Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation

Biometrika

Volumn 85, Issue 3, 1998, Pages 727-740

  Andrews, Donald W K ^a   Liu, Xuemei ^a   Ploberger, Werner ^b  

^a YALE UNIVERSITY   (United States)

^b UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Autoregressive moving average model; Consistent test; Lagrange multiplier test; Likelihood ratio test; Multiplicative seasonal arma model; Nonstandard testing problem; Seasonal serial correlation; seasonality; Test of white noise

Indexed keywords

EID: 0037713852     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/85.3.727     Document Type: Article

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